def _apply_float_override(override_as_float: float,
original_position_no_override: int,
proposed_trade: Order) -> Order:
"""
Works if override value is float, or override_close (float value is 0.0) or override_none (float value is 1.0)
:param original_position_no_override:
:param proposed_trade:
:return:
"""
if override_as_float == 1.0:
return proposed_trade
desired_new_position = original_position_no_override + proposed_trade.trade.as_single_trade_qty_or_error()
override_new_position = int(
np.floor(
desired_new_position *
override_as_float))
new_trade_value = override_new_position - original_position_no_override
proposed_trade.replace_required_trade_size_only_use_for_unsubmitted_trades(
tradeQuantity(new_trade_value))
return proposed_trade
def _apply_reduce_only(original_position_no_override: int,
proposed_trade: Order) -> Order:
proposed_trade_value = proposed_trade.trade.as_single_trade_qty_or_error()
desired_new_position = original_position_no_override + proposed_trade_value
if sign(desired_new_position) != sign(original_position_no_override):
# Wants sign to change, we convert into a pure closing trade
new_trade_value = -original_position_no_override
elif abs(desired_new_position) > abs(original_position_no_override):
# Increasing trade not allowed, zero trade
new_trade_value = 0
else:
# Reducing trade and sign not changing, we'll allow
new_trade_value = proposed_trade_value
proposed_trade.replace_required_trade_size_only_use_for_unsubmitted_trades(
tradeQuantity(new_trade_value))
return proposed_trade
def what_trade_is_possible(position: int, position_limit: int, order: Order) -> Order:
## POSIITON LIMITS CAN ONLY BE APPLIED TO SINGLE LEG TRADES, EG INSTRUMENT ORDERS
proposed_trade = order.as_single_trade_qty_or_error()
possible_trade = what_trade_is_possible_single_leg_trade(position=position,
position_limit=position_limit,
proposed_trade=proposed_trade)
possible_trade_as_trade_qty = tradeQuantity(possible_trade)
order = order.replace_required_trade_size_only_use_for_unsubmitted_trades(possible_trade_as_trade_qty)
return order
def _apply_no_trading(proposed_trade: Order):
new_trade = proposed_trade.replace_required_trade_size_only_use_for_unsubmitted_trades(
tradeQuantity(0))
return new_trade